-4.0%
CMS vs GTLB
+3.7%
-7.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | -1.1% | -9.6% | +8.5% | -1.7% |
| 30D | +6.6% | -15.5% | +22.1% | +5.6% |
| 3M | +0.8% | +12.4% | -11.6% | +1.6% |
| 6M | -3.3% | +84.6% | -87.9% | +0.4% |
| YTD | +2.7% | +26.1% | -23.4% | +5.2% |
| 1Y | -4.0% | +1.7% | -5.7% | -2.0% |
| All | -4.0% | +3.7% | -7.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling